Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102278.8972 | 53822.5308 | 48456.3663 | 122062.3107 | 92209.2596 | 29853.0512 |
Total P&L (%) | 102.2789 | 53.8225 | 48.4564 | 122.0623 | 92.2093 | 29.8531 |
Avg Daily Profit (%) | 0.3927 | 0.2067 | 0.1861 | 0.3068 | 0.2512 | 0.1004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34139 | -28551 | -34381 | -85745 | -38431 | -83803 |
Profit Factor | 1.4497 | 1.453 | 1.446 | 1.3072 | 1.4757 | 1.1467 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 43.8596 | 45.614 | 42.1053 | 43.8596 | 45.614 | 42.1053 |
Ratio Avg Win / Avg Loss | 1.8556 | 1.7325 | 1.9882 | 1.6733 | 1.7595 | 1.5768 |
Largest Winning Trade | 25283 | 25283 | 23573 | 35832 | 35832 | 32176 |
Largest Losing Trade | -8062 | -8062 | -7988 | -18739 | -12659 | -18739 |
Avg Bars in Trades | 215 | 223 | 206 | 215 | 223 | 206 |
Avg Bars in Winners | 303 | 315 | 290 | 303 | 315 | 290 |
Avg Bars in Losers | 145 | 146 | 145 | 145 | 146 | 145 |
Bars Traded | 24521 | 12749 | 11772 | 24521 | 12749 | 11772 |
Profit Streak | 5.0502 | 6.946 | 0 | 5.0502 | 6.946 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310096 | -173741 | -176402 | 252325 | -172144 | -304643 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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